+11,518.3%
LIN vs AA
+172.1%
+11,346.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.7% | +0.8% |
| 7D | +3.6% | -3.7% | +7.3% | +4.6% |
| 30D | +6.4% | -10.8% | +17.2% | +9.5% |
| 3M | +6.5% | -19.1% | +25.6% | +11.8% |
| 6M | +4.9% | -38.7% | +43.6% | +17.0% |
| YTD | +23.4% | -27.1% | +50.6% | +29.0% |
| 1Y | +26.3% | +8.3% | +18.0% | +17.5% |
| 3Y | +38.0% | +49.6% | -11.6% | +7.6% |
| 5Y | +68.0% | -15.5% | +83.5% | +39.8% |
| 10Y | +437.1% | +60.9% | +376.3% | +185.0% |
| All | +11,518.3% | +172.1% | +11,346.2% | +4,555.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling